Check your graphics, joystick, and sound card drivers are properly installed and up to date (check manufacturers website). Check game configuration for display and acceleration properties. Check your DX installation (you should be on DX8.1b or - in XP - 9). These are the first steps.

If no joy, then post back with more details of system, graphics cards, OS and the games you are having probs with. This is not an uncommon one, so try a search of this site as well.